+209.1%
ASTS vs URA
+256.7%
-47.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.3% | -10.0% | -11.6% |
| 7D | -29.9% | -13.3% | -16.6% | -22.2% |
| 30D | -52.2% | -25.9% | -26.3% | -40.8% |
| 3M | -55.8% | -27.8% | -28.1% | -44.1% |
| 6M | -52.7% | -42.8% | -9.9% | -28.9% |
| YTD | -58.4% | -27.5% | -30.9% | -44.4% |
| 1Y | -57.1% | -35.1% | -22.0% | -38.0% |
| 3Y | +629.5% | +31.1% | +598.4% | +637.3% |
| 5Y | +147.7% | +29.8% | +118.0% | +138.8% |
| All | +209.1% | +256.7% | -47.6% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling